Fousseni Chabi-Yo

According to our database, Fousseni Chabi-Yo authored at least 7 papers between 2011 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2025

An Intertemporal Risk Factor Model.

Fousseni Chabi-Yo, Andrei S. Gonçalves, Johnathan A. Loudis

Manag. Sci., 2025

2024

A Decomposition of Conditional Risk Premia and Implications for Representative Agent Models.

Fousseni Chabi-Yo, Johnathan A. Loudis

Manag. Sci., 2024

2023

Generalized Bounds on the Conditional Expected Excess Return on Individual Stocks.

Fousseni Chabi-Yo, Chukwuma Dim, Grigory Vilkov

Manag. Sci., February, 2023

2019

The Term Structures of Coentropy in International Financial Markets.

Fousseni Chabi-Yo, Riccardo Colacito

Manag. Sci., 2019

2014

Aggregation of preferences for skewed asset returns.

Fousseni Chabi-Yo, Dietmar P. J. Leisen, Eric Renault

J. Econ. Theory, 2014

2012

Pricing Kernels with Stochastic Skewness and Volatility Risk.

Fousseni Chabi-Yo

Manag. Sci., 2012

2011

A Generalized Measure of Riskiness.

Turan G. Bali, Nusret Cakici, Fousseni Chabi-Yo

Manag. Sci., 2011